-33.6%
CIFR vs DASH
-1.3%
-32.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.1% | +18.1% | +18.0% |
| 7D | -10.2% | +0.4% | -10.6% | -11.8% |
| 30D | -55.0% | -6.0% | -49.0% | -54.4% |
| 3M | -64.1% | -15.8% | -48.3% | -61.9% |
| 6M | -70.1% | +7.0% | -77.1% | -73.0% |
| YTD | -55.7% | -20.7% | -35.0% | -53.6% |
| 1Y | -69.9% | -8.5% | -61.3% | -71.2% |
| 3Y | +68.7% | +101.8% | -33.1% | +10.3% |
| 5Y | -26.2% | -9.6% | -16.6% | -48.1% |
| All | -33.6% | -1.3% | -32.3% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DASH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling